Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47764.39 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46369.47 Kr¶

PnL: ---------------------------------------> -519.1 Kr¶

DD now: ---------------------------------> -1.78 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 09:55:28.334532'

Anic Portfolio¶

Today¶

Return: 0.952 %¶

This Week¶

Return: 0.486 %¶

Total¶

Return: 56.368 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.870000 3172.000000 201.000000 6.770000 2971.000006
HEBA B 70 0.000000 2733.500000 97.500000 3.700000 2636.000010
FM Mattsson Mora Group B 50 -0.990000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.280000 3436.000000 59.000000 1.750000 3377.000000
Corem Property Group B 59 3.190000 630.710000 53.710000 9.310000 576.999999
Norva24 Group 16 -0.390000 573.760000 30.760000 5.660000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.530000 384.000000 29.000000 8.170000 355.000000
Resurs Holding 22 3.630000 597.300000 23.300000 4.060000 573.999998
AcadeMedia 12 0.100000 579.960000 22.960000 4.120000 557.000004
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Eastnine 4 0.000000 509.600000 18.600000 3.790000 491.000000
HMS Networks 2 0.700000 691.200000 18.200000 2.700000 673.000000
OEM International B 7 1.830000 546.000000 18.000000 3.410000 527.999997
Sampo Oyj SDB 7 1.940000 3860.500000 10.500000 0.270000 3850.000000
Intrum 4 0.040000 536.400000 9.400000 1.780000 527.000000
Coor Service Management Hold. 8 1.740000 539.200000 7.200000 1.350000 532.000000
Swedbank A 3 1.470000 571.200000 7.200000 1.280000 564.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Boozt 12 1.920000 1656.000000 2.000000 0.120000 1653.999996
Essity B 2 0.810000 575.800000 1.800000 0.310000 574.000000
Handelsbanken A 5 1.060000 546.000000 0.000000 0.000000 546.000000
Nordea Bank Abp 29 0.970000 3453.900000 -0.100000 0.000000 3453.999992
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.690000 243.840000 -2.160000 -0.880000 246.000000
Securitas B 6 0.150000 564.600000 -5.400000 -0.950000 570.000000
CTEK 13 2.010000 527.800000 -6.200000 -1.160000 533.999999
Karnov Group 9 0.350000 519.300000 -16.700000 -3.120000 536.000004
Midsona B 63 2.180000 560.070000 -22.930000 -3.930000 582.999984
Vivesto 1368 0.290000 560.330000 -52.670000 -8.590000 612.999432
International Petroleum Corp. 5 0.560000 541.500000 -53.070000 -8.930000 594.565215
Axfood 13 0.820000 3671.200000 -84.800000 -2.260000 3756.000001
OX2 18 1.890000 1453.500000 -210.500000 -12.650000 1663.999992
Fasadgruppen Group 35 1.950000 3479.000000 -332.000000 -8.710000 3810.999990
Ovzon 52 1.080000 2922.400000 -439.600000 -13.080000 3361.999992
TOTAL 46369.470000 -519.100000 -1.77977% 46888.564618

Updated:¶

'2023-01-20 09:55:40.892523'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶